Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,575 |
17,569 |
-6 |
0.0% |
17,737 |
High |
17,682 |
17,685 |
3 |
0.0% |
17,832 |
Low |
17,536 |
17,475 |
-61 |
-0.3% |
17,475 |
Close |
17,574 |
17,671 |
97 |
0.6% |
17,671 |
Range |
146 |
210 |
64 |
43.8% |
357 |
ATR |
184 |
186 |
2 |
1.0% |
0 |
Volume |
130,181 |
161,221 |
31,040 |
23.8% |
749,433 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,240 |
18,166 |
17,787 |
|
R3 |
18,030 |
17,956 |
17,729 |
|
R2 |
17,820 |
17,820 |
17,710 |
|
R1 |
17,746 |
17,746 |
17,690 |
17,783 |
PP |
17,610 |
17,610 |
17,610 |
17,629 |
S1 |
17,536 |
17,536 |
17,652 |
17,573 |
S2 |
17,400 |
17,400 |
17,633 |
|
S3 |
17,190 |
17,326 |
17,613 |
|
S4 |
16,980 |
17,116 |
17,556 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,730 |
18,558 |
17,867 |
|
R3 |
18,373 |
18,201 |
17,769 |
|
R2 |
18,016 |
18,016 |
17,737 |
|
R1 |
17,844 |
17,844 |
17,704 |
17,752 |
PP |
17,659 |
17,659 |
17,659 |
17,613 |
S1 |
17,487 |
17,487 |
17,638 |
17,395 |
S2 |
17,302 |
17,302 |
17,606 |
|
S3 |
16,945 |
17,130 |
17,573 |
|
S4 |
16,588 |
16,773 |
17,475 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,832 |
17,475 |
357 |
2.0% |
185 |
1.0% |
55% |
False |
True |
149,886 |
10 |
18,006 |
17,475 |
531 |
3.0% |
190 |
1.1% |
37% |
False |
True |
155,436 |
20 |
18,083 |
17,412 |
671 |
3.8% |
183 |
1.0% |
39% |
False |
False |
149,076 |
40 |
18,083 |
16,890 |
1,193 |
6.8% |
177 |
1.0% |
65% |
False |
False |
140,865 |
60 |
18,083 |
15,370 |
2,713 |
15.4% |
197 |
1.1% |
85% |
False |
False |
94,922 |
80 |
18,083 |
15,299 |
2,784 |
15.8% |
232 |
1.3% |
85% |
False |
False |
71,226 |
100 |
18,083 |
15,299 |
2,784 |
15.8% |
230 |
1.3% |
85% |
False |
False |
56,992 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
201 |
1.1% |
85% |
False |
False |
47,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,578 |
2.618 |
18,235 |
1.618 |
18,025 |
1.000 |
17,895 |
0.618 |
17,815 |
HIGH |
17,685 |
0.618 |
17,605 |
0.500 |
17,580 |
0.382 |
17,555 |
LOW |
17,475 |
0.618 |
17,345 |
1.000 |
17,265 |
1.618 |
17,135 |
2.618 |
16,925 |
4.250 |
16,583 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,641 |
17,643 |
PP |
17,610 |
17,615 |
S1 |
17,580 |
17,588 |
|